Testing for GARCH effects: a one-sided approach
| Year of publication: |
1998
|
|---|---|
| Authors: | Demos, Antonis ; Sentana, Enrique |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 86.1998, 1, p. 97-127
|
| Publisher: |
Elsevier |